Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.18% | 5.60 CHF | 5.61 CHF | 100,000 | 100,000 | 99,060 | 99,060 | 558,078 CHF | 559,064 CHF | 100.00% | 100.00% |
15/05/2024 | 0.18% | 5.62 CHF | 5.63 CHF | 100,000 | 100,000 | 99,095 | 99,095 | 546,106 CHF | 547,098 CHF | 99.80% | 99.80% |
14/05/2024 | 0.19% | 5.37 CHF | 5.38 CHF | 100,000 | 100,000 | 99,215 | 99,213 | 529,157 CHF | 530,140 CHF | 99.70% | 99.70% |
13/05/2024 | 0.19% | 5.26 CHF | 5.27 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 526,986 CHF | 527,978 CHF | 100.00% | 100.00% |
10/05/2024 | 0.18% | 5.50 CHF | 5.51 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 550,783 CHF | 551,774 CHF | 100.00% | 100.00% |
08/05/2024 | 0.20% | 5.08 CHF | 5.09 CHF | 100,000 | 100,000 | 99,058 | 99,058 | 501,739 CHF | 502,731 CHF | 100.00% | 100.00% |
07/05/2024 | 0.20% | 5.10 CHF | 5.11 CHF | 100,000 | 100,000 | 99,064 | 99,061 | 504,980 CHF | 505,957 CHF | 99.98% | 99.98% |
06/05/2024 | 0.20% | 5.15 CHF | 5.16 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 508,266 CHF | 509,257 CHF | 100.00% | 100.00% |
03/05/2024 | 0.20% | 4.89 CHF | 4.90 CHF | 100,000 | 100,000 | 99,236 | 99,236 | 490,565 CHF | 491,558 CHF | 97.56% | 97.56% |
02/05/2024 | 0.20% | 5.02 CHF | 5.03 CHF | 100,000 | 100,000 | 99,059 | 99,059 | 495,290 CHF | 496,281 CHF | 99.73% | 99.73% |